Determining a characteristic function from a matrix according to a scheme

ABSTRACT

Computer-supported methods and systems are disclosed for determining a characteristic function from a matrix that contains a defined number of data records having classifiable features. The matrix may be processed and then the characteristic function may be calculated by taking into account the processed matrix. Processing of the matrix may include one or more processing steps, such as enrichment of the matrix with classes for the features and/or compression according to the classes. Further, such methods and systems may be controlled by the interpretation of a predetermined scheme. The predetermined scheme may define the sequence of individual executions for the processing the matrix (including enrichment and compression) and the rules for the particular individual executions.

FIELD OF THE INVENTION

[0001] The present invention generally relates to the technicalprocessing of data with a computer system, a data processing method anda data processing program. In particular, the invention relates to amethod, a program and a system for determining a characteristic functionfrom a given matrix.

BACKGROUND INFORMATION

[0002] Data is the basis for making decisions in all areas of theeconomy. Only in very few cases do the decision makers evaluate the datadirectly; in most cases, the data must first be processed according tocertain specifications. In the area of finance, for example, credit datais used to appraise risks. The corresponding specifications arestandardized to some extent. The discussion around the “Basel [Capital]Accord/Basel II,” a planned revision of the international guidelines forappropriate capital endowment of credit institutions, shall be mentionedhere as representative. In addition, the Federal Authority for theSupervision of Banks (BAKred) has jurisdiction over these affairs in theFederal Republic of Germany.

[0003] The data to be processed is considered below as matrices (workingtables) having rows and columns, where one row corresponds to one datarecord (DS). The computer system implements the matrices in a knownmanner. The processing method and processing program control thecomputer system to calculate a characteristic function according to thespecifications. The calculated characteristic function shows thedependence of a first variable on a second variable. In the simplifiedcase, the characteristic function is reduced to individualcharacteristic values. To continue with the finance example, thecharacteristic function may describe the loss (on the order of billionsof euros,

to be expected from credit portfolio transactions in the extreme case.More precisely, the characteristic function may indicate the probability(e.g., 99%) that this loss will not be exceeded. The calculations areusually based on one year.

[0004] Technical restrictions are determined by resources, computationtime and accuracy. In other words, available computer systems mustcalculate the characteristic function with sufficient accuracy within aspecified period of time (requirements).

[0005] Additional restrictions are based on the division of laborbetween the software manufacturer (e.g., SAP AG, Walldorf, Germany) andthe user (e.g., a financial institution). First, the manufacturer musttake into account public requirements (cf. Basel). Second, themanufacturer must not disclose application-specific specifications tothe user's competitors. In other words, the user retains his dataprocessing model (e.g., portfolio model) as a trade secret. Theprocessing programs must therefore have technical interfaces with whichthe user can program functions without having to rely on themanufacturer (“customizing,” “user exits”).

[0006] In order to meet these and other requirements, the followingtechnical objects are derived, namely: shortening the computation timewhile achieving sufficient accuracy (TIME); reducing the size of systemresources (memory and bandwidth) necessary for the calculation(RESOURCES); establishing the sequence of processing steps (SEQUENCE);testing the accuracy of the processing steps before and after theirexecution (TESTING); taking into account changes in the original matrix,which occur during the calculation (CHANGES); and setting up interfacesfor defining and specifying processing steps (INTERFACES).

SUMMARY OF THE INVENTION

[0007] Methods, systems and computer programs according to embodimentsof the invention meet the requirements stipulated above. Preferredembodiments of the invention are also disclosed herein and within thescope of the claims.

[0008] Embodiments of the present invention relate to, for example, amethod of data processing with a program-controlled processor fordetermining a characteristic function from a matrix with a specifiednumber of data records having classifiable features. Such a method mayinclude: processing the matrix and calculating the characteristicfunction, taking into account the majority of data records of the matrixthus processed, whereby the processing is performed by enriching thematrix with classes for the features while retaining the number of datarecords and compressing according to the classes, reducing the number ofdata records. Additionally, the method may include interpretating apredetermined scheme in which the sequence of the individual executionsof enrichment and compression as well as the rules for the individualexecutions are defined.

[0009] Embodiments of the invention may include one or more of thefollowing features:

[0010] calculating the characteristic function in the processing mode ofenrichment;

[0011] calculating the characteristic function with the help of anothermatrix that is linked to the matrix processed;

[0012] deriving the classes according to predetermined rules from thefeatures in enrichment;

[0013] supplementation by using predetermined standard values accordingto the rules;

[0014] applying the rules to one data record in each case, so that thefeature and class remain in this one data record;

[0015] overwriting the feature by the class;

[0016] applying the rules to at least one first data record and onesecond data record, whereby features from the two data records determineone class;

[0017] transferring the class into at least one of the two data records;

[0018] selecting a dominant class in the case of different features,where the class corresponds to one of the two features or is at a higherlevel;

[0019] applying the rules to all data records in each case, so thatfeatures from all data records determine one class;

[0020] applying one rule for the combination of a feature group with aclass group, in the case of enrichment;

[0021] applying a chain rule;

[0022] executing individual executions of the process step of processingin the processing mode of enrichment such that elements of a data recordremain within the same data record;

[0023] repeating the process step of processing;

[0024] executing the process step of calculating the characteristicfunction with the matrix processed the last time by compression;

[0025] processing in the processing mode of compression up to apredetermined number of executions;

[0026] executing the process step of processing in a combination of theprocessing modes of enrichment and compression;

[0027] enriching before compression such that features are receivedunchanged as classes;

[0028] applying the rules to compression as well as enrichment;

[0029] taking into account correlating instances of features and classesin enrichment and compression;

[0030] processing and calculation performed on matrices implemented inthe main memory;

[0031] the modifiability of the predetermined scheme independently of aninterpreter;

[0032] controlling the processor through sequential processing of thescheme;

[0033] specifying individual steps of the scheme in subschemes;

[0034] specializing the subschemes for enrichment and compression;

[0035] checking for sequences of processing steps of the enrichment typebefore processing the scheme, enrichment being performed within the datarecords in the case of the sequences, so that the processing steps areexecuted in parallel;

[0036] using an interface, the data records being read by the interface,processed by an expansion program and written back to the matrix by theinterface for execution of the process step of processing;

[0037] using an interface which is defined in XML;

[0038] characterizing a data record after the step of processing thisdata record has been performed;

[0039] storing interim results;

[0040] taking into account all the data records in the calculation step;

[0041] compressing data records from a first matrix and from a secondmatrix;

[0042] testing for the identity of matrix elements after processing;and/or

[0043] using the features and classes as numbers, text, keywords,database pointers, main memory pointers or tables.

[0044] In one embodiment of the invention, the data processing method isexecuted by a computer that manages both the control program and thematrices in the main memory. The preferred use of such a method is inthe financial area, where such a scheme, which describes thecharacteristic function as a probability of a financial loss with aspecified order of magnitude, is used.

[0045] Embodiments of the present invention also relate to a computersystem for executing the method; a program medium with acomputer-readable medium on which computer-readable program code meansare stored, these means being used to execute the method according toeach of the claims, as well as a computer program product with programinstructions that cause a processor to execute the process steps.

[0046] The computer program product has instructions for a processor,the computer program product for determining a characteristic functionfrom a matrix with a predetermined number of data records withclassifiable features, the computer program product with instructionsfor processing the matrix and calculating the characteristic function,taking into account most of the data records of the matrix processed,where the processing takes place through enrichment of the matrix withclasses for the features, retaining the number of data records, and withinstructions for compression according to classes, reducing the numberof data records. The computer program product is characterized byinstructions for interpreting a predetermined scheme by defining thesequence of the individual executions of enrichment and compression andthe rules for the respective individual executions.

BRIEF DESCRIPTION OF THE DRAWINGS

[0047]FIG. 1 shows a simplified block diagram of an exemplary computersystem;

[0048]FIG. 2 shows the determination of a characteristic function froman input matrix according to the prior art;

[0049]FIG. 3 shows a simplified flow chart for determining thecharacteristic function according to an exemplary method of theinvention with enrichment and compression;

[0050]FIG. 4 shows an exemplary input matrix as a matrix of the zeroorder;

[0051]FIG. 5 shows an exemplary characteristic function and a thresholdvalue;

[0052]FIG. 6 shows an exemplary calculation of a characteristic functionfrom an input matrix via intermediate matrices;

[0053]FIG. 7 shows an example of enrichment in the LOCAL instance in asimplified diagram;

[0054]FIG. 8 shows an example of enrichment in the GLOBAL instance in asimplified diagram;

[0055]FIG. 9 shows an example of enrichment in the LOCAL instance in adetailed diagram;

[0056]FIG. 10 shows an example of enrichment in the GLOBAL instance in adetailed diagram;

[0057]FIG. 11 shows an example of compression in a simplified diagram;

[0058]FIG. 12 shows details for an exemplary rule for compression;

[0059]FIG. 13 shows an example of compression in a detailed diagram,applied to multiple data records of the input matrix, which arecompressed to form one data record of an intermediate matrix;

[0060]FIG. 14 shows an exemplary processing scheme on the basis of anexample;

[0061]FIG. 15 shows an exemplary computer program with an interpreter,the scheme, rules and matrices;

[0062]FIG. 16 shows an exemplary definition of the sequence of steps;

[0063]FIG. 17 shows an example of using of an expansion program thatcommunicates with the matrix via an interface and executes theenrichment and/or compression;

[0064]FIG. 18 shows an exemplary flow chart for the steps of reading andprocessing (enrichment/compression), applied to data records using theexpansion program;

[0065]FIG. 19 shows optional testing of a matrix element for change(s)due to the expansion program;

[0066]FIG. 20 shows an exemplary table with features and classes, eachin instance and group;

[0067]FIG. 21 shows an exemplary table for rules; and

[0068]FIG. 22 shows an example of enrichment in several steps using achain rule.

DETAILED DESCRIPTION

[0069] After presenting an exemplary computer system (FIG. 1) in whichthis invention can be implemented, means of achieving the aforementionedobjects will be presented first (FIG. 3). The drawings are presentedindividually (FIGS. 4-22). Additional aspects will be discussed. Inconclusion, the integrative means of achieving all objects will bepresented on the example of a financial application.

[0070] According to embodiments of the invention, in determining thecharacteristic function from a matrix, the TIME and RESOURCES objectsmay be achieved by executing the processing as enrichment andcompression and for the one-time calculation of the function, takinginto account most data records of the compressed matrix. Enrichment maybe performed locally or globally.

[0071] According to embodiments of the invention, the SEQUENCE objectmay be achieved by defining a scheme.

[0072] According to embodiments of the invention, the TESTING object maybe achieved by evaluating the scheme before the calculation.Predetermined criteria are applied to the scheme (e.g., consistencytesting). Comparison of matrix elements before and after processing isalso provided.

[0073] According to embodiments of the invention, the CHANGING functionmay be solved by the characterization of the processing steps executedin the respective data records.

[0074] According to embodiments of the invention, INTERFACES that can bemanaged in the scheme are provided. On the basis of the definition ofthe calculations in the scheme itself, it is possible to createindividual calculation routines independently of one another.

[0075] In the following description, English terms, synonyms andexamples of content are marked by using quotation marks “ ”. Elementsnot considered in greater detail in the drawings are represented byellipsis “. . . ”. The reference notation used are listed before theclaims.

[0076]FIG. 1 shows a simplified block diagram of an exemplary computernetwork system 999 comprising a plurality of computers (or 90 q,q=0−Q−1, Q being any number). The computers 900-902 are connected via anetwork 990 (“network”). Computer 900 includes a processor 910(“processor”), a memory 920 (“memory”), a bus 930 and optionally aninput device 940 (“input”) and an output device 950 (“output”). Theinput and output devices yield a user interface 960 (“user interface”).Embodiments of the invention may be implemented by way of a computerprogram product (CPP) 100 (or 10 q, where q=0−Q−1, Q being any number),a program medium 970 and/or a program signal 980. These components arereferred to below as a program.

[0077] Elements 100 and 910-980 of computer 900 are generalizations ofthe corresponding elements 10 q and 91 q-98 q (shown for q=0 in computer90 q).

[0078] Computer 900 is, for example, a conventional personal computer(PC), a multiprocessor computer, a mainframe computer, a portable orstationary PC or the like.

[0079] Processor 910 is, for example, a central processor (CPU), amicrocontroller (MCU), or a digital signal processor (DSP).

[0080] Memory 920 symbolizes elements that store data and commandseither temporarily or permanently. Although memory 920 is shown as apart of computer 900 to facilitate an understanding, the memory functionmay also be implemented elsewhere in network 990, e.g., in computers901/902 or in processor 910 itself (e.g., cache, register). Memory 920may be a read-only memory (ROM), a random-access memory (RAM) or amemory having other access options. Memory 920 is implemented physicallyon a computer-readable program medium, e.g., on: (a) a magnetic medium(hard drive, diskette, magnetic tape); (b) an optical medium (CD-ROM,DVD); (c) a semiconductor medium (DRAM, SRAM, EPROM, EEPROM); or (d) anyother medium (e.g., paper).

[0081] Memory 920 is optionally distributed over various media. Parts ofmemory 920 may be installed fixedly or exchangeably. For reading andwriting, computer 900 uses known means such as disk drives or tapedrives.

[0082] Memory 920 stores supporting components such as a BIOS (basicinput output system), an operating system (OS), a program library, acompiler, an interpreter or a text processing program. Supportingcomponents are available commercially and can be installed on computer900 by authorized personnel. To facilitate an understanding, thesecomponents are not shown here.

[0083] CPP 100 includes program instructions and optionally data thatprompt processor 910 to execute process steps 430-450 of the presentinvention. These process steps are explained in detail later. In otherwords, computer program 100 defines the function of computer 900 and itsinteraction with network system 999. Although this is not intended to berestrictive, CPP 100 may be, for example, in the form of a source codein any program language or as binary code in a compiled form. Thoseskilled in the art are capable of using CPP 100 in combination with anyof the supporting components mentioned above (e.g., compiler,interpreter, operating system).

[0084] Although CPP 100 is shown as stored in memory 920, CPP 100 mayalso be stored at any other location. CPP 100 may also be stored onprogram medium 970.

[0085] Program medium 970 is illustrated as being outside of computer900. To transfer CPP 100 to computer 900, medium 970 may be insertedinto input device 940. Medium 970 is implemented as anycomputer-readable medium, e.g., as one of the media explained above (cf.memory 920). In general, medium 970 is a product containing acomputer-readable medium on which computer-readable program code meansare stored, which may be used for execution of methods according toembodiments of the present invention. In addition, program signal 980may also contain CPP 100. Signal 980 is transmitted over network 990 tocomputer 900.

[0086] The detailed description of CPP 100, medium 970 and signal 980 isalso applicable to program media 971/972 (not shown), program signal981/982 as well as the computer program product (CPP) 101/102 (notshown), which is executed by processor 911/912 (not shown) in computer901/902.

[0087] Input device 940 stands for a device that supplies data andinstructions for processing by computer 900. For example, input device940 may be a keyboard, a pointing device (mouse, trackball, cursorarrows), microphone, joystick, scanner. Although all these examplesinvolve devices with human interaction, device 940 may also functionwithout human interaction, such as a wireless receiver (e.g., viasatellite antenna or terrestrial antenna), a sensor (e.g., athermometer), a counter (e.g., a piece/parts counter in a factory).Input device 940 may optionally also be used for reading the medium 970.

[0088] Output device 950 stands for a device that displays instructionsand data that have already been processed.

[0089] Examples include a monitor or another display (cathode ray tube,flat screen display, liquid crystal display, loudspeaker, printer,vibration alarm. As is the case with input device 940, output device 950communicates with the user, but it may also communicate with othercomputers.

[0090] Input device 940 and output device 950 may be combined in asingle device. Further, devices 940 and/or 950 may be provided asoptional.

[0091] Bus 930 and network 990 represent logic connections and physicalconnections that transmit both commands and data signals. Connectionswithin computer 900 are usually referred to as bus 930, whileconnections between computers 900 and 902 are referred to as network990. Devices 940 and 950 are connected to computer 900 by bus 930 (asshown) or are optionally connected by network 990. The signals withincomputer 900 are primarily electric signals, whereas the signals in thenetwork may be electric, magnetic and optical signals or may also bewireless radio signals.

[0092] Network environments (such as network 990) are conventional inoffices, corporate-wide computer networks, intranets and in the Internet(i.e., World Wide Web). The physical distance between computers in thenetwork is irrelevant. Network 990 may be a wireless network or ahardwired network. Possible examples of implementation of network 990that may be listed here: a local area network (LAN), a wide area network(WAN), an ISDN network, an infrared (IR) connection, a wirelessconnection such as the Universal Mobile Telecommunication System (UMTS)or a satellite connection.

[0093] Transmission protocols and data formats are known. Examplesinclude TCP/IP (transmission control protocol/Internet protocol), HTTP(hypertext transfer protocol), URL (unique resource locator), HTML(hypertext markup language), XML (extensible markup language), WML(wireless application markup language), etc.

[0094] Interfaces for connecting the individual components are alsoknown. For simplification, the interfaces are not shown. An interfacemay be, for example, a serial interface, a parallel interface, agameport, a universal serial bus (USB), an internal or external modem, agraphic adaptor or a sound card.

[0095] Computers and programs are closely related. In the descriptions,terms such as “the computer makes available” and “the program makesavailable” are conventional shorthand for describing theprogram-controlled process steps of the computer.

[0096]FIG. 2 shows the determination of a characteristic function Y froman input matrix X according to the prior art. One specification isapplied to all data records (rows). The required resources are ofteninsufficient, and the processing time is undesirably long. This is adisadvantage especially when computing complexity increases in anonlinear ratio to the number of data records (e.g., quadratically orexponentially).

[0097]FIG. 3 shows a simplified flow chart for determining thecharacteristic function, according to an exemplary method of the presentinvention.

[0098] In the embodiment of FIG. 3, processing (enriching andcompressing) and calculating are illustrated according to the mainpoints of emphasis by a first method 401. Further, use of the scheme isillustrated according to the main point of emphasis by a second method402. Some process steps are used in both processes. The term “class” isused as a synonym for “classifier” and category.

[0099] A first method 401 for data processing with a program-controlledprocessor 100/910 (see FIG. 1) concerns the determination of acharacteristic function Y from a matrix X₀ using a predetermined numberZ₀ of data records DS having classifiable features M. Method 401 ischaracterized by the execution of a process step, i.e., processing 430,in the two processing modes of (a) enrichment 431 of the matrix withclasses K for the features M, the number of data records DS beingpreserved, and (b) compressing 432 according to classes K with areduction in the number of data records DS; and by the execution of aprocess step, i.e., calculation 440 of the characteristic function Y,taking into account most of the data records of the processed matrix.

[0100] Processing 430 (enriching 431/compressing 432) and calculating440 contribute to solving the aforementioned technical problems of TIMEand RESOURCES. Resources are utilized optimally. The characteristicfunction Y can be calculated despite a “large” matrix X₀ (e.g., Z₀ inthe million range). The matrix compressed last (i.e., the intermediatematrix) contains fewer data records than the original matrix X₀. Detailsand additional advantages are explained below.

[0101] A second method 402 of data processing using a program-controlledprocessor 100/910 relates to the determination of characteristicfunction Y from the matrix X₀ with a predetermined number Z₀ of datarecords DS having classifiable features M, and it includes processing430 of the matrix and calculation 440 of the characteristic function Y,taking into account most of the data records of the matrix processed.Processing 430 is performed by enriching 431 the matrix with classes Kfor the features M (retaining the number of data records DS), andcompressing 432 according to classes K (with a reduction in the numberof data records DS). Method 402 is characterized by interpretation 450of a predetermined scheme 200, which defines the sequence of theindividual executions of enrichment 431 and compression 432 as well asthe rules for the particular individual executions. Interpreting 450 canalso be applied to calculation 440.

[0102] In addition to the blocks for the process steps of processing430, calculating 440 and interpreting 450 (only 402), FIG. 3 also usessymbolic representations: matrix X₀ (e.g., FIG. 4); characteristicfunction Y (e.g., FIG. 5); repeating 435 the steps (e.g., FIG. 6 withthe illustration of multiple matrices); enriching 431 (e.g., FIGS.7-10); compressing 432 (e.g., FIGS. 11-13); as well as the scheme 200(e.g., FIGS. 14-16).

[0103] There follow some embodiments and examples of applications, whichalso contribute to a solution of other problems, as an expansionprogram/interface (e.g., FIGS. 17-18); testing (e.g., FIG. 19), featuresM, classes K and rules (e.g., FIGS. 20-22).

[0104]FIG. 4 shows an example of a matrix X₀ of the zero order (index 0,“input matrix”). Data records DS are indicated with the row index z₀ inparentheses; the number of data records (rows) is Z₀. The data recordsare represented as DS(1), DS(z₀), DS (Z₀).

[0105] Each data record DS has up to N₀ elements E (z₀,n₀), which areidentified with the row index z₀ and the column index n₀ in parentheses.Elements E have the function of features M and classes K derivedtherefrom (cf. FIG. 2, M and K). One element may fulfill both functionsat the same time. It is also possible for one element to appear first asfeature M and then as class K. Optionally any element may be executed assubmatrices or as pointers in tables, memory areas and the like.

[0106] The order (“level”) zero stands first for the presence of alldata records that are initially available to the computer (e.g., from adatabase table).

[0107]FIG. 5 shows as an example of a characteristic function Y withvalue pairs of the quantities Y_(A) (abscissa) and Y_(B) (ordinate) aswell as the threshold value Y_(B)MAX (broken line). It is advantageousto display the calculated characteristic function Y (e.g., displayscreen, Excel table, printout, report). The observer can make a businessdecision. For example, Y_(A)*, the abscissa of the threshold value, isan important characteristic value.

[0108] When embodiments of the invention are used in finance, forexample, Y_(B) (ordinate) stands for a probability (Y_(B)MAX=99%), andY_(A) (abscissa) stands for a loss that has a certain probability of notoccurring (Y_(A)* is a numerical value on the order of a million

).

[0109] The characteristic function may be reduced to a fewcharacteristic numbers (e.g., Y_(A)*)

[0110]FIG. 6 shows the determination of the characteristic function Yfrom matrix X₀ (zero order, see FIG. 4) by way of intermediate matricesof a higher order. The orders of the intermediate matrices arecharacterized in general with index h. Index H stands for the highestorder.

[0111] The steps of processing 430 and calculating 440 (see FIG. 3) arerepresented by arrows. It is true in general that a matrix X_(h) (h=0 .. . H−1) is processed 430 in an intermediate matrix X_(h+1); theintermediate matrix of the highest order X_(H) is used for calculating440 the characteristic function Y.

[0112] Processing 430 of matrices X₁ through X_(H) takes place in theprocessing modes of enrichment 431 and compression 432. Calculation 440may take place with the assistance of another matrix, so thatintermediate matrix X_(H) is linked by matrix operations to theadditional matrix.

[0113] The order of the matrix is increased by compression 432. In otherwords, the ordinal number h denotes the number of steps of compression432 performed. Matrix X₀ of the order zero is uncompressed, matrix X₁ ofthe first order has been compressed once, etc.

[0114] X₀ of the zero order is enriched 431-1 and then compressed 432-1to the intermediate matrix X₁ of the first order (processing 430-1).Intermediate matrix X₁ of the first order is enriched 431-2 and thencompressed 432-2 to yield an intermediate matrix X₂ of the second order(processing 430-2). The intermediate matrix X_(H) (H=2) is used forcalculating 440 the characteristic function. The control is accomplishedwith the help of scheme 200 (see, e.g., FIGS. 3 and 14).

[0115] Enriching 431 and compressing 432 may be performedsimultaneously; however, the steps will be considered individually tosimplify the description. To simplify the discussion, the descriptionuses the terms processing 430, enriching 431 and compressing 432 notonly with regard to complete matrices (such as X₁, X₂, etc.) but alsowith regard to individual data records (such as DS(z), DS(μ), etc.).

[0116] FIGS. 7-8 show, in simplified diagrams, examples of LOCAL andGLOBAL instances of the enrichment step 431. At least one data recordDS(z) is involved in enrichment 431. It is not necessary to completelyprocess a data record (i.e., to take into account all N elements).Elements occurring as features M or classes K are indicated by outlinesin bold. Arrows pointing from M to K indicate that classes K are derivedfrom features M.

[0117] Although the discussion is limited to individual elements,multiple elements may also occur as feature M and class K. The columnindices of M and K within a data record do not have any significance.Thus, the arrows may point to the left or right.

[0118] After enrichment, feature M may be removed from the data record;class K may be inserted or feature M may be overwritten.

[0119]FIG. 7 shows an example of enrichment 431 in the LOCAL instance inwhich the elements remain within the same data record DS(z). In otherwords, only feature M determines class K. Other data records do notaffect K.

[0120]FIG. 8 shows an example of enrichment 431 in the GLOBAL instancein which the features M(z) and M(μ) of at least two data records DS(z)and DS(μ), respectively, are used.

[0121] The class K may (but need not necessarily) be stored as anelement of one of the data records (e.g., DS(μ)). The data records DS(z)and DS(μ) may be adjacent (μ=z+1, z−1) but need not be adjacent.

[0122] It is possible to enrich all of the data records DS(1) . . .DS(Z) of a matrix X. This case is described with the term GLOBAL ALL.

[0123] FIGS. 9-10 are used to provide a supplementary illustration ofthe processing mode of enrichment 431 on the basis of examples. Theindices of order are irrelevant here and are not given. The number Z ofthe data records (DS) in the matrix does not change. Enriching 431 takesplace according to predetermined rules (see, e.g., FIGS. 20-22). Theclasses K are derived from the features M according to these rules.Classes K are written either to the same matrix (origin matrix) or to asecondary matrix (enriched matrix X′ from origin matrix X and secondarymatrix X⁰).

[0124] Enriching 431 does not preclude columns being deleted. Thoseskilled in the art will be capable of doing so without requiring anymore detailed explanation here. If necessary, intermediate results arestored (in a “log table”), e.g., in the case of calculations that aredocumented for legal reasons.

[0125]FIG. 9 shows an example of enrichment 431 in the LOCAL instance ingreater detail. Classes are added within each data record. Column 3indicates motor vehicle licensing districts (B=Berlin, HD=Heidelberg,MA=Mannheim, F=Frankfurt, D=Düsseldorf), while the secondary matrix (X⁰,bold outline) indicates the respective postal ZIP code regions (twonumerals fixed, three numerals open). The rule (e.g., regional ZIP) ispredetermined. Since the data records DS are independent of one another,simultaneous processing of multiple data records DS is advantageous here(parallel processing, see also FIG. 16, part D).

[0126]FIG. 10 shows an example of enrichment 431 in the GLOBAL instancein greater detail. Matrix X is enriched here, e.g., by adding asecondary matrix (X⁰, bold outline) that contains the average of theelements E(z,2) in all data records DS(1) through DS(Z) (sum of E(z,2)from z=1 through z=Z, divided by Z). The average forms the elements ofthe secondary matrix. In other words, the features M of column 2 areclassified in class K “average.”

[0127] It is characteristic of global enrichment 431 that elements ofvarious data records may be taken into account (e.g., all data recordsDS). Other examples of globally calculated values include calculation ofthe following elements: the largest element numerically E_(MAX)(z)within a column (e.g., E_(MAX)(2)=5), the smallest element numericallyE_(MIN)(Z) within a column (e.g., E_(MIN)(2)=3), the standard deviationwithin a column and the median within a column.

[0128] It is not necessary to take into account all the elements of acolumn; it is also possible to take into account only individualselected elements.

[0129] Those skilled in the art are able to further define enrichment431. This is true of global enrichment as well as local enrichment.These statistical calculations may be supplemented by calculations ofadditional economic characteristic factors. A calculation is not limitedto numbers. Letters or other text information may also be processed, asindicated in conjunction with the motor vehicle licensing districts. Itis also conceivable to supplement missing values by using predeterminedstandard values (default technique).

[0130] FIGS. 11-13 illustrate examples of the processing mode ofcompression 432. The description uses the term class K for the elementson which compression 432 is based.

[0131]FIG. 11 illustrates an example of compression 432. It isadvantageous to perform compression 432 only when the matrix has alreadybeen sorted. This shows the compression of matrix X₀ into matrix X₁. Thenumber Z of data records DS is reduced (i.e., Z₁<Z₀).

[0132] In this example, data records DS(z₀) and DS(μ₀) in X₀ arecombined to form data record DS(z₁) in X₁. Compression 432 is alsoperformed according to predetermined rules, which are explained below asan example.

[0133]FIG. 12 shows details for an exemplary rule for compression 432.The two columns R and S of matrix X₀ will be considered here.

[0134] First the elements are read (READ). A query determines whetherthe elements E(z,R) and E(μ,R) meet a predetermined condition. If thisis the case, then column R in X₁ is changed to E(z₁,R), for example, andthe elements in column S of X₀ are linked to an element of column S ofX₁ (symbol ⊕) E(z₁,S)=E(z₀,S) ⊕+E(μ₀, S).

[0135] The linkage is accomplished, for example, through AdditionE(z₁,S) = E(z₀,S) + E(μ₀,S) Subtraction E(z₁,S) = E(z₀,S) − E(μ₀,S)Minimum E(z₁,S) = MIN [E(z₀,S), E(μ₀,S)] Maximum E(z₁,S) = MAX [E(z₀,S),E(μ₀,S)] Average E(z₁,S) = 0.5 * [E(z₀,S), E(μ₀,S)]

[0136] If the condition is not met, compression is not performed and thedata records of X₀ remain unchanged.

[0137] For example, the rule “average—federal state” is as follows:

[0138] Combining data records DS(z₀) and DS(μ₀) to form DS(z₁) whenE(z₀,R) and E(μ₀,R) denote communities in the same federal state.E(z₀,R)=Mannheim and E(μ₀,R)=Heidelberg are located inBaden-Württemberg, for example, and E(z₁,R) is set for the abbreviation“BW.”This thus forms an element (e.g., “BW”) which redefines the datarecord DS(z₁).

[0139] Forming the arithmetic mean for the elements E(z₀,R) and E(μ₀,R)of the column S and writing it to E(z₁,s).

[0140] The rule is simplified approximately for the purpose ofillustration. The deciding factor, however, is not the complexity butrather the previous definition of the rule.

[0141] Although the rules have been explained in general only withregard to the two columns R and S and with regard to the two datarecords, those skilled in the art can expand the rule. Suggestions forthis are given in FIGS. 20-22.

[0142]FIG. 13 shows an example of compression 432 applied to multipledata records (DS(2), DS(4) and DS(5)) of the input matrix X₀, compressedto form one data record (DS(2)) of an intermediate matrix X₁ (Z₀>Z₁)

[0143] Compression 432 does not preclude columns being deleted and/orcompression being performed not only with regard to the rows (DS) butalso with regard to the columns. If necessary, intermediate results arestored. Those skilled in the art will be able to do so without requiringa more detailed explanation here.

[0144]FIG. 14 shows an exemplary scheme 200 with entries for:

[0145]210 order h of the matrices (e.g., 0, 1, 2, and 3) beforeexecution of the steps,

[0146]220 LOCAL/GLOBAL instance (for enrichment 431),

[0147]230 the type of processing steps (e.g., enrichment 431,compression 432 and input and output of the data),

[0148]240 concretization of the rules (e.g., indicating the rules forindividual steps, see FIGS. 20-22),

[0149]250 parameters (e.g., indicating matrices or columns with whichthe processing steps are to be executed; identification of M and K).

[0150] The entries 210-250 are represented technically, e.g., by programpaths, numerical values, variables or the identifications of interfaces(see, e.g., FIG. 17).

[0151] Scheme 200 may be executed in the sequence of running numbers 1 .. . 9 given at the left. For illustration, drawings are referenced atthe right to demonstrate corresponding steps. The order is increasedwith each execution of the compression step.

[0152] Scheme 200 may be interpreted—i.e., processed sequentially (cf.450)—by a processor control program (e.g., CPP 100). The control programcauses the execution of steps 430, 440 (in runtime) as indicated in thescheme. Scheme 200 is modifiable independently of the control program100 of processor 910.

[0153] Scheme 200 shown here represents the sequence in general.Individual steps (e.g., compression 432) can be specified in individualsubschemes. The subschemes can be specialized, e.g., in schemes forenrichment 431, for compression 432, for predetermined processingalgorithms, etc.

[0154] “Readout” in the last row 9 of the scheme stands symbolically forwriting the matrix to a database for permanent storage of the data.

[0155] It is advantageous to prepare in advance certain schemes, whichare configured by the user (e.g., a financial institution). Thepossibility of creating the scheme 200 and the control program (CPP 100)separately is advantageous. This contributes to the confidentiality ofthe user's operating sequences, as mentioned in the beginning.

[0156]FIG. 15 shows an exemplary computer program 100 (with interpreter150), scheme 200, rules 300 and matrices X. It is advantageous toprovide these components on one computer, (e.g., computer 900).

[0157] Computer program product 100 (CPP) includes the program codemeans for controlling the processor 910 (see FIG. 1), which executesprocesses 401 and 402. A distinction is made between CPP 101 and CPP 102for processes 401 and 402, respectively. Those skilled in the art willbe able to create the program code for each process step. CPP 100contains the interpreter 150 for sequential processing of scheme 200(see FIG. 16). Rules 300 are implemented as a collection of rules (“rulerepository”), for example.

[0158] Dotted lines indicate advantageous expansions of the CPP 100(interfaces 120, program 130), which are explained in greater detail inconjunction with FIGS. 17-18.

[0159]FIG. 16 shows an exemplary sequence of processing steps forenrichment 431 and how such a sequence of steps can be established onthe basis of a sample matrix with three data records. The elements standfor features M, which form the basis for enrichment 431. The numbers incircles denote the processing sequence.

[0160] Enrichment 431 of a data record takes place within an interval oftime T. Each interval T is determined by the actual execution and byreading and writing operations of memory 920 to processor 910. It isassumed here that access is always to complete data records (reading andwriting). In the case of external processing 430, i.e., use of interface120, for example, and the expansion program 130 of FIGS. 17-18, thenumber of read and write operations to be executed should to beoptimized with regard to speed.

[0161] Enrichment 431 takes place in blocks. Parts A, B and C illustrateserial enrichment. Part D shows parallel enrichment.

[0162] Part A shows row-by-row enrichment 431 for the following sequenceas an example: local enrichment, reading data records DS(1), enrichingthe feature M from column 1 to class K in column 2, explaining K incolumn 2 to M, enriching M from column 2 to K in column 3, rewriting thedata record DS(1), processing the data record DS(2), and processing thedata record DS(3). The final results depend on the interim results.

[0163] Part B shows column-by-column enrichment with multiple readingand writing of the data records, often used for global enrichment, e.g.,by forming the average over all the data records.

[0164] Part C shows a combination of enrichment column-by-column androw-by-row. The results of column 1 can be taken into account in theinterim, even if the processing of columns 2 and 3 is still ongoing.

[0165] Part D shows the possible parallel with local enrichment (cf.Part A). For example, the following processing takes place: reading datarecords DS(1), DS(2) and DS(3) simultaneously (but independently of oneanother), enriching the features M from column 1 to classes K in column2, explaining the classes K in column 2 to the features M, enriching Mfrom column 2 to K in column 3, rewriting data records DS(1), DS(2) andDS(3) simultaneously.

[0166] Those skilled in the art are able to select the option that isthe most time saving and to thereby optimize the processing 430 of theentire matrix. Those skilled in the art are familiar with implementationby loop operations, for example. Scheme 200 may be adapted to the needsof the user. For example, automatic selection of the sequence by sortingthe entries in scheme 200 is advantageous.

[0167]FIG. 17 shows an example of using an expansion program 130 (“userexit”), which communicates with matrix X via an interface 120 andexecutes the enrichment 431. Compression 432 is also possible.

[0168] A matrix (X₀ through X_(H)), an expansion program 130 (e.g., forenrichment 431 and compression 432) and an interface 120 by which theexpansion program 130 accesses matrix X, are shown. Interface 120 may bedefined by using XML (“extensible markup language”). Interface 120 andprogram 130 are optionally also used to calculate the characteristicfunction Y (not shown, because similar to 430).

[0169] In other words, data records DS are read 421 by the interface120, processed 430 by the expansion program 130 and written 422 back tothe matrix by the interface 120.

[0170] It is advantageous to leave the implementation of program 130completely or partially up to the user.

[0171]FIG. 18 shows an exemplary flow chart for the operations ofreading 421, processing 430 (i.e., enrichment 431, compression 432) andwriting 422 when using the expansion program 130 of FIG. 17.

[0172] Reading 421 and writing 422 are optional steps in processes 401and 402. Steps 421/422 are advantageously applied to complete datarecords in a manner that saves on resources.

[0173] In the case of local enrichment, it is possible to essentiallyread 421 and/or write 422 multiple data records simultaneously (multipleblocks FIG. 18, cf. also FIG. 16).

[0174]FIG. 19 shows an optional testing 426 of a matrix element E for achange in the expansion program 130. This shows a matrix having anelement E (before processing 430), reading 421 in expansion program 130(see FIGS. 17-18), processing 430 by program 130, writing 422 to thematrix as element E′, reading 423 to a buffer memory 140 (beforeprocessing 430), temporary storage 424 (during processing 430), writing425 to a tester 145, and testing 426 for the identity of elements E andE′. Testing 426 is especially advantageous when the expansion program130 is implemented by the user.

[0175] Identity is to be understood in the broadest sense, i.e.,including testing 426 for data consistency according to predeterminedcriteria. Testing 426 may be expanded to multiple elements. Testing 426is especially advantageous if matrix X₁ is modified during processing430.

[0176] FIGS. 20-22 place the emphasis on features M, classes K andrules. Explanations of the rules are based on enrichment 431, but thoseskilled in the art may also use them for compression 432 (see the rule“average—federal state” of FIG. 12) without requiring furtherexplanation here. As mentioned above, features M and classes K may be,for example, numbers, text, keywords, database pointers (“pointers”),main memory pointers and tables.

[0177]FIG. 20 shows an exemplary table with features M and classes K asan example, each in instance 301/303 and group 302/304. There areinstances 301/303 in the elements E(z,n) of the matrices. Differentinstances are separated by a semicolon. Groups 302/304 pertain tocommonalities within columns. Column headings are advantageous; groups302/304 need not necessarily be given or stand in the matrix, however.

[0178] The numerical examples are based on FIG. 10. The features M(elements of column 3) stand there as natural numbers (group 302) in thepossible instances 301 “3,” “4” and “5.” The classes K derived therefrom(elements of X°, average here) stand there as real numbers (group 304)in the sample instance “4.0.”

[0179] Other examples are based on FIG. 9. The cities of Mannheim andHeidelberg both belong to the group of communities; in enrichment 431 tothe postal ZIP code class (group 304), its instances 303 are different;in enrichment 431 to the federal state class (group 304) its instances303 are the same (Baden-Württemberg). The use of different rules for thesame features is important for business applications in particular.

[0180] It is theoretically conceivable to define a suitable instance 303of class K for each instance 301 of a feature M for enrichment 431. Morepractical, however, are rules which are based on groups (to be explainedbelow).

[0181]FIG. 21 shows an exemplary table for rules 300. A rule isdetermined for the combination of a group 302 of features M with a group304 of classes K. Such combinations include, for example,number/average; community/ZIP; community/state; district/region, etc.The combinations are also advantageously given in scheme 200 (see, e.g.,FIG. 14) and are identified unambiguously through groups 302/304.

[0182] Those skilled in the art will be capable of implementing therules. When using the expansion program 130 (see, e.g., FIGS. 17-18),rules are deposited in external databases, for example (repository,e.g., index of ZIP codes).

[0183] The rules may be divided into rules predefined by themanufacturer of the software (e.g., number—average) and rules defined bythe user (e.g., product—weather). The preferred instances global (G) andlocal (L) are shown in the right column.

[0184]FIG. 22 shows an example of enrichment in several steps (-1, -2),using a chain rule 305. Given for local enrichment 431 from community toZIP code region as an example, two different rules are used insuccession. First, feature M of the group 302 “community” (E(z,a)) isenriched 431 to the class K (E(z,b)) of group 304 by using the rule“community—ZIP.” Then K is enriched to M (E(z,b)); feature M of thegroup 302 “ZIP” is enriched 431-2 with the rule “ZIP—region” to theclass of the group 304 (e.g., “Heidelberg” to “69xxx” to “6,” E(z,a)).

[0185] Additional features and aspects may be incorporated intoembodiments of the invention. The features and aspects described beloware optional. They may be implemented if needed, but they are notnecessary. To simplify the description, terms such as “for example,”“optionally,” etc. and modal verbs (e.g., “may”) are largely avoided.

[0186] Calculation 440 of characteristic function Y takes place in theprocessing mode of enrichment 432. Classes K determined by enrichment431 form the basis for the characteristic function Y.

[0187] In enrichment 431, data records DS are supplemented by explicitlywriting classifications, which are implicitly present in the data record(as classifiable features M), into the data records (as classes K).Enrichment 431 leads from feature M to class K.

[0188] Enrichment 431 has been explained for cases in which a feature Mleads to a class K. The rules may be expanded for multiple features M toone class K (see FIG. 10). The rules 300 may each be applied to at leastone first data record DS(z) and one second data record DS(μ), wherebyfeatures M(z) and M(μ) from both data records determine a class K (seeFIG. 8, global enrichment).

[0189] Examples of the use of multiple features that can be mentionedhere include: correlation, medium, standard deviation, distributions(e.g., gamma), currency conversions, probabilities (binomial, Poisson).

[0190] Class K is accepted into at least one of the two data records(cf. FIG. 8, namely DS(μ) there).

[0191] In the case of different features, a dominant class thatcorresponds to one of the two features is selected. For example, datarecord DS(z) has a feature M “textile” (of group 302 “branch”), and datarecord DS(μ) has a different feature M “metal” (of the same group 302“branch”). The rule to be applied stipulates “metal” as dominant classK.

[0192] As an alternative, in the case of different features, a classthat is at a higher level than one of the two features is selected. Forexample, data record DS(z) has a feature M “textile” (of group 302“branch”), and data record DS(μ) has a different feature M “metal” (ofthe same group 302 “branch”). The rule to be applied stipulates“industry” as a higher-level class K.

[0193] In enrichment according to “GLOBAL ALL,” the rules 300 are eachapplied to all data records, so that features from all data recordsdetermine a class K (see FIG. 10).

[0194] The process step of processing 430 is executed repeatedly (seeline 435 in FIG. 3) in such a way that the process step of calculating440 the characteristic function is performed on matrix X, which wasprocessed last by compression 432. Calculating 440 is thus performedonce. Processing 430 (as compression 432) is performed up to apredetermined number H of executions (see FIG. 6, H=2).

[0195] The execution of the process step of processing 440 takes placein combination with the processing modes of enrichment 431 andcompression 432. In other words, when compression is performed,enrichment is also performed at the same time.

[0196] Features M themselves may be adequately classified (e.g., federalstates) so that compression 432 can be performed without enrichment 431.In other words, before compression 432 there is a virtual enrichment 431(without data modification) in which features M are taken over asclasses K with no change. The metaphor of virtuality is helpful for anunderstanding here.

[0197] In compression 432, rules 300 are used as in enrichment 431and/or existing rules are used in a modified form. New rules may also bedesigned specifically for compression 432.

[0198] Correlative instances 301/302 of features M and classes K aretaken into account in enrichment 431 and compression 432. With referenceto FIG. 20, the features M “sunshades” and “umbrellas” (instance 301)are taken into account. Enrichment 431 with the rule “product—weather”leads to a classification in the abstracted classes K (categories,instance 303) “nice weather” and “bad weather.” These classes are storedin data records DS(z) and DS(μ), respectively. With respect to theprofits of various manufacturers of sunshades, these are conflictingclasses. In compression 432 (rule weather—profit), the conflictingnature of these classes is taken into account. The total profit of thetwo is not the sum (absolute value) of the two possible profits butinstead is a sum with the correct plus or minus sign. In nice weather,the manufacturer of sunshades has a profit advantage at the expense ofthe manufacturer of umbrellas. The situation is exactly the opposite inbad weather. Profits from umbrellas are at the detriment of sunshades.In other words, a data correlation can be taken into account.

[0199] Processing 430 and calculating 440 are performed on matrices thatare implemented in the main memory or in a database.

[0200] Before processing 450 (interpreting) of scheme 200, there is acheck for sequences of processing steps of the type enrichment 432, inwhich enrichment takes place within the data records, so that theprocessing steps are executed in parallel (cf. FIG. 16, part D).

[0201] After the step of processing 430, the respective data record isflagged, in the simplest case by setting one bit. However, it is alsopossible to apply a time stamp. Flagging allows a new calculation of thecharacteristic function Y when there is a subsequent modification ofmatrix X₀, taking into account the revised data records withoutcompletely repeating the calculations for the entire matrix. TheCHANGING function is solved.

[0202] Calculating 440 includes not only most of the data records butall data records (i.e., DS(1) through DS(Z_(H))).

[0203] Compression 432 of data records is performed from a first matrixand from a second matrix. The two matrices have the same order h becausecompression 432 of the same number has been performed on them.

[0204] Processes 401 and 402 are executed by a computer 900, whichmanages both the control program (CPP 100) as well as the matrices inthe main memory. The main memory is a 2.5 gigabyte RAM memory, forexample. Processor 910, memory 920 and the bus work with the usual64-bit addressing.

[0205] Computer system 999 (see FIG. 1) is used to execute processes401/402. Program medium 970 has a computer-readable medium on which arestored computer-readable program code means, which are used forexecuting processes 401/402 in the embodiments indicated.

[0206] Computer program product (CPP) 101/102 has program instructionsthat cause a processor 910 (see FIG. 1) to execute the process steps ofprocesses 401/402.

[0207] Embodiments of the present invention may involve the processingof financial data, e.g., for calculating the risk of failure (e.g.,address risk, contract risk, imminent risk) and asset-liability control(“asset-liability management”). It is also possible to implementfinancial standard calculations (e.g., derivation, calculation ofexposure, conditioning).

[0208] The goal of calculation in the application of address risk is toidentify risks. The characteristic function Y then corresponds to theprobability of a risk event (see FIG. 5). Credit risks are calculatedquickly and with sufficient accuracy, flexibly and internally within thebank while saving on resources (see the functions TIME, RESOURCES,INTERFACES, SEQUENCE). The user (e.g., a bank or insurance company) maydefine its own rules and may implement them in expansion program 130.

[0209] Matrix X₀ is supplied from the following data, for example:business partner data (i.e., data regarding bank customers) andcontractual data (i.e., details of contracts between bank and customer).Each data record is the technical representation of the features of anaddress risk carrier (e.g., a business partner). For example, forpartners in data record DS(1) with the following elements: E(1,1):customer “ALPHA” (name), E(1,2): “credit agreement” (type of agreement),E(1,3): “1000 euro” (amount), E(1,4): “payment by Dec. 31, 2002”(expiration date), “in the city HD” (location), “residual debt insuranceconcluded” (insurance). Groups 302/304 are given in parentheses (cf.FIG. 19).

[0210] Processing 430 and especially calculating 440 depend on aportfolio model, which is defined by the user and enters into scheme200.

[0211] In other words, processes 401 and 402 are used in the financialarea. Such a scheme is used, describing the characteristic function Y asa probability Y_(B) of a financial loss Y_(A) of a defined magnitude.

[0212] In general, this involves the application of processes 401 and402 in business applications, where the features and classes includethose belonging to the following group: solvency, branch, federal state,profit, company, community, form of business (AG, GmbH, KG, etc.),capital, cost, type of credit, district, product, postal code (ZIP),region, risk, loss, etc.

[0213] This application is related to and claims the benefit of priorityunder 35 U.S.C. 119(a) to European Patent Application No. 01130883.0,filed on Dec. 27, 2001, the disclosure of which is expresslyincorporated herein by reference to its entirety. List of ReferenceNotations −1, −2 Notation for repetitions 100 Computer program product(CPP) 101 CPP for method 401 102 CPP for method 402 120 Interface 130Expansion program 140 Buffer memory 145 Tester 150 Interpreter 200Scheme 210-240 Entries in scheme 300 Rules 301, 303 Instance of M and K302, 304 Group of M and K 305 Chain rule 401 First process 402 Secondprocess 421, 423 Reading 422, 425 Writing 424 Temporary storage 426Testing 430 Processing 430, 440, 450 Processes steps 431 Enriching 432Compressing 435 Repeating 440 Calculating 450 Interpreting 900, 901, 902Computer 910 Processor 920 Memory 930 Bus 940 Input device 950 Outputdevice 960 User interface 970 Program medium 980, 981, 982 Signal 990Network 999 Computer system DS Data record E Element of a matrix H Orderof the last intermediate matrix K Class M Feature N Number of elementsin DS n, a, b, c Column index R Column index (in compression) S Columnindex (in compression) X Matrix, general X′ Enriched matrix X° Secondarymatrix X₀ Input matrix (original data) X₁, X₂, X_(H) Temporary matrix YCharacteristic function Y_(A), Y_(B), Y_(B)MAX Numerical values of thecharacteristic function Y_(A)* Characteristic number z, μ Row index Z,Z₀, Z₁ Number of data records (rows)

What is claimed:
 1. A method of data processing with aprogram-controlled processor for determining a characteristic functionfrom a matrix with a defined number of data records having classifiablefeatures, wherein the method comprises processing the matrix, andcalculating the characteristic function based on the processed matrix,and wherein processing includes enriching the matrix with classes forthe features while retaining the number of data records and compressingaccording to the classes with a reduction in the number of data records,and further wherein the method additionally comprises interpretating apredetermined scheme in which a sequence of the individual executionsfor enrichment and compression, and rules for the particular individualexecutions are defined.
 2. The method according to claim 1, wherebycalculating the characteristic function takes place in the enrichment ofthe matrix.
 3. The method according to claim 1, whereby calculating thecharacteristic function is performed with the assistance of anothermatrix that is linked to the matrix thus processed.
 4. The methodaccording to claim 1, whereby in enrichment the classes are derived fromthe features according to predetermined rules.
 5. The method accordingto claim 4, whereby the rules provide for expansion by predeterminedstandard values.
 6. The method according to claim 4, whereby the rulesare applied to at least one data record so that the feature and theclass remain in the at least one data record.
 7. The method according toclaim 6, whereby the class overwrites the feature.
 8. The methodaccording to claim 4, whereby the rules are each applied to a first datarecord (DS(z)) and a second data record (DS(μ)), the features (M(z),M(μ)) from both data records determining one class.
 9. The methodaccording to claim 8, whereby the class is transferred to at least oneof the two data records (DS(z), DS(μ)).
 10. The method according toclaim 9, whereby in the case of different features (M(z), M(μ)), adominant class that corresponds to one of the two features is selected.11. The method according to claim 9, whereby in the case of differentfeatures, a class that is at a higher level than both features (M(z),M(μ)) is selected.
 12. The method according to claim 4, whereby therules are applied to all the data records, so that features ((M(1) . . .M(Z)) from all the data records (DS(1) . . . DS(Z)) determine one class.13. The method according to claim 4, whereby in enrichment one rule isused for the combination of a feature group with a class group.
 14. Themethod according to claim 4, whereby a chain rule is used.
 15. Themethod according to claim 1, wherein processing comprises executingindividual executions for enrichment so that elements of a data recordremain within the same data record.
 16. The method according to claim 1,wherein processing is executed repeatedly.
 17. The method according toclaim 16, whereby calculating the characteristic function is executedwith the matrix processed last by compression.
 18. The method accordingto claim 16, wherein compressing comprises performing compression up toa predetermined number of executions.
 19. The method according to claim1, whereby processing takes place in combination of the processing modesof enrichment and compression.
 20. The method according to claim 1,whereby enrichment is performed before compression, and the features aretransferred unchanged as classes.
 21. The method according to claim 1,further comprising applying the rules defined in the predeterminedscheme for compression and enrichment.
 22. The method according to claim1, further comprising correlating instances of the features and classesduring enrichment and compression.
 23. The method according to claim 1,whereby processing and calculating are performed on matrices that areimplemented in a main memory.
 24. The method according to claim 1,whereby the predetermined scheme is modifiable independently of aninterpreter.
 25. The method according to claim 1, whereby the processoris controlled by sequential processing of the scheme.
 26. The methodaccording to claim 1, whereby the scheme specifies individual steps insubschemes.
 27. The method according to claim 26, whereby the subschemesare specialized for enrichment and compression.
 28. The method accordingto claim 1, further comprising performing a test for sequences ofprocessing steps for enrichment before processing the scheme, enrichmentof the matrix being performed within the data records so that theprocessing steps are executed in parallel.
 29. The method according toclaim 1, wherein processing comprises reading data records with aninterface, processing the data records by an expansion program andwritting the data records back to the matrix with the interface.
 30. Themethod according to claim 1, whereby an interface, which is defined inXML, is used.
 31. The method according to claim 1, further comprisingflagging a data record after processing has been performed on the datarecord.
 32. The method according to claim 1, further comprising storingintermediate results.
 33. The method according to claim 1, whereby allof the data records are included in the step of calculating.
 34. Themethod according to claim 1, whereby compression of data records takesplace from a first matrix and from a second matrix.
 35. The methodaccording to claim 1, further comprising performing, after processing, atest for the identity of the matrix elements.
 36. The method accordingto claim 1, whereby features and classes are used as numbers, tests,keywords, database pointers, main memory pointers or tables.
 37. Acomputer system for executing the method according to claim 1, thecomputer system comprising a main memory and a control program forcontrolling a processor to perform the steps of processing, calculatingand interpreting, whereby the computer manages both the control programand matrices in the main memory.
 38. An application of the methodaccording to claim 1 in the financial area, whereby the scheme describesthe characteristic function as a probability of a financial loss of adefined order of magnitude.
 39. An application of the method accordingto claim 1 in a business application, whereby the features and classesbelong to at least one of the following group: solvency, branch, federalstate, profit, company, community, form of business, capital, costs,type of credit, district, product, ZIP code, region, risk, and loss. 40.A computer system for executing the method according to claim
 1. 41. Aprogram medium with a computer-readable medium on whichcomputer-readable program code means are stored, which are used toexecute the method according to claim
 1. 42. A computer program productwith program instructions, which cause a processor to execute the methodaccording to claim
 1. 43. A computer program product with programinstructions for a processor, the computer program product fordetermining a characteristic function from a matrix with a definednumber of data records having classifiable features, wherein thecomputer program product comprises instructions for processing thematrix and instructions for calculating the characteristic functionbased on the processed matrix, and wherein processing includes enrichingthe matrix with classes for the features while retaining the number ofdata records, and compressing according to the classes with a reductionin the number of data records, and further wherein the computer programproduct additionally comprises instructions for interpretating apredetermined scheme in which a sequence of the individual executionsfor enrichment and compression, and rules for the particular individualexecutions are defined.